CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0493 |
0.0035 |
0.3% |
1.0547 |
| High |
1.0505 |
1.0545 |
0.0040 |
0.4% |
1.0683 |
| Low |
1.0402 |
1.0431 |
0.0029 |
0.3% |
1.0402 |
| Close |
1.0489 |
1.0434 |
-0.0055 |
-0.5% |
1.0434 |
| Range |
0.0103 |
0.0114 |
0.0011 |
10.7% |
0.0281 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.0% |
0.0000 |
| Volume |
508 |
505 |
-3 |
-0.6% |
1,803 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0737 |
1.0497 |
|
| R3 |
1.0698 |
1.0623 |
1.0465 |
|
| R2 |
1.0584 |
1.0584 |
1.0455 |
|
| R1 |
1.0509 |
1.0509 |
1.0444 |
1.0490 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0460 |
| S1 |
1.0395 |
1.0395 |
1.0424 |
1.0376 |
| S2 |
1.0356 |
1.0356 |
1.0413 |
|
| S3 |
1.0242 |
1.0281 |
1.0403 |
|
| S4 |
1.0128 |
1.0167 |
1.0371 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1173 |
1.0589 |
|
| R3 |
1.1068 |
1.0892 |
1.0511 |
|
| R2 |
1.0787 |
1.0787 |
1.0486 |
|
| R1 |
1.0611 |
1.0611 |
1.0460 |
1.0559 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0480 |
| S1 |
1.0330 |
1.0330 |
1.0408 |
1.0278 |
| S2 |
1.0225 |
1.0225 |
1.0382 |
|
| S3 |
0.9944 |
1.0049 |
1.0357 |
|
| S4 |
0.9663 |
0.9768 |
1.0279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0683 |
1.0402 |
0.0281 |
2.7% |
0.0107 |
1.0% |
11% |
False |
False |
360 |
| 10 |
1.0683 |
1.0385 |
0.0298 |
2.9% |
0.0095 |
0.9% |
16% |
False |
False |
251 |
| 20 |
1.0683 |
1.0319 |
0.0364 |
3.5% |
0.0088 |
0.8% |
32% |
False |
False |
181 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0085 |
0.8% |
31% |
False |
False |
101 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0073 |
0.7% |
31% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1030 |
|
2.618 |
1.0843 |
|
1.618 |
1.0729 |
|
1.000 |
1.0659 |
|
0.618 |
1.0615 |
|
HIGH |
1.0545 |
|
0.618 |
1.0501 |
|
0.500 |
1.0488 |
|
0.382 |
1.0475 |
|
LOW |
1.0431 |
|
0.618 |
1.0361 |
|
1.000 |
1.0317 |
|
1.618 |
1.0247 |
|
2.618 |
1.0133 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0480 |
| PP |
1.0470 |
1.0465 |
| S1 |
1.0452 |
1.0449 |
|